Givens's method

Givens's method

[′giv·ən·zəz ‚meth·əd]
(mathematics)
A transformation method for finding the eigenvalues of a matrix, in which each of the orthogonal transformations that reduce the original matrix to a triple-diagonal matrix makes one pair of elements, aij and aji , lying off the principal diagonal and the diagonals immediately above and below it, equal to zero, without affecting zeros obtained earlier.